Posterior summary of forecast error variance decompositions

This function takes an mvgam_fevd object and calculates a posterior summary of the error variance decompositions of each series, at all horizons

Usage

# S3 method for mvgam_fevd
summary(object, probs = c(0.025, 0.975), ...)

Arguments

object

an object of class mvgam_fevd obtained using the fevd() function. This object will contain draws from the posterior distribution of the forecast error variance decompositions.

probs

The upper and lower percentiles to be computed by the quantile function, in addition to the median

...

ignored

Value

A long-format tibble / data.frame reporting the posterior median, upper and lower percentiles of the error variance decompositions of each series at all horizons.

See also

fevd, plot.mvgam_fevd

Author

Nicholas J Clark